This transaction was called in February 2010

Initial Principal Balance

EUR 923,121,968.01

Issue Date

September 30, 2002

Instruments employed

EUR 112,771,968.01 Credit Default Swaps (Class A2+, F+)
EUR 810,350,000.00 Credit Linked Notes (9 Classes)

Issuer

DUKE 2002 Limited

Arranger

WestLB AG

Servicer

Hypo Real Estate Bank AG (former Westfälische Hypothekenbank AG)

Reference Pool

77 Commercial mortgage loans in EUR, CHF and GBP

Reference Pool Quality

Commercial properties located in the Netherlands and the United Kingdom
Maximum principal balance of a single loan EUR 100 m
Secured by first ranking mortgages

Collateral for Noteholders

Class A1, A2+, A3, A4, B, C, F+ Credit Linked Notes are secured by public sector Pfandbriefe of Westfälische Hypothekenbank AG
Class D and E Credit Linked Notes are secured by Floating Rate Notes of Westfälische Hypothekenbank AG

Ratings

Class A1, A2+, A3, A4, B, C, D, E Credit Linked Notes by Standard & Poor's and Moody's

Listing

Class A1, A2+, A3, A4, B, C, D, E, F+ Credit Linked Notes at Luxembourg Stock Exchange

Trustee

Deloitte & Touche GmbH Wirtschaftsprüfungsgesellschaft